can additional data series timeframe follow the timeframe of the default data series

[guidoisot]

Hello,
say I apply a Strategy Builder strategy to ES timeframe 1 min.
the strategy incudes also calculations based on 1 min data of another data series, say based on the VIX index.
If I apply the same strategy to ES timeframe 5 min, is it possible with the SB to have the strategy using also 5 min VIX data series.
If the SB does not allow that, how is it possible to do this with the edintor?
Thank you.

[NinjaTrader_Jesse]

Hello guidoisot,

Because you want a different instrument secondary series you would have to hard code the value in. If you wanted it to be 5 minutes you would have to add a 5 minute VIX series. Only the primary can have dynamically added series, for example you can add a 5 minute of the primary for whatever the script is applied to however this is not available for secondary instruments.

I look forward to being of further assistance.

[guidoisot]

Hello Jesse,
thank you for your reply.

Just to be sure I understand correctly, does this mean

.... you would have to hard code the value in.

there is no other choice than typing in manually the new timeframe, ie each time I need to open the strategy with the editor in order to type in for the additional data series the new number corresponding to the new timeframe of the default instrument?

Does this apply only to the strategy builder or also to the unlocked code?

I expected this feature was not available to the strategy builder, but I thought it was possible with the editor, for example by setting a variable for picking up the timeframe of the default instrument and inputting it to the (one or more) additional data series included in the strategy (or perhaps in the indicator?).

thx.
gt

[NinjaTrader_Jesse]

Hello guidoisot,

there is no other choice than typing in manually the new timeframe, ie each time I need to open the strategy with the editor in order to type in for the additional data series the new number corresponding to the new timeframe of the default instrument?

Correct, there is currently no supported means to do this dynamically.

Does this apply only to the strategy builder or also to the unlocked code?

This applies to both.

You may have seen other items have a configurable input however that is documented as a scenario which can fail in some use cases. Therefore we don't suggest trying to make it dynamic in any way and instead just hard coding the values, that ensures it works as expected in all areas.


I look forward to being of further assistance.

[guidoisot]

Thank you for the clarification.
gt